Nexteq PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.73% (+6.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3088 | 10.68 | |
| 0.1097 | 7.49 | |
| 0.6227 | 21.64 | |
| 0.0399 | 1.39 |
Estimation Period:
May 22, 2013 to Feb 13, 2026
May 22, 2013 to Feb 13, 2026
News Impact Curve
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